How do i check an order type?

Hamid Zargar

I'm new to algo trading/programming and I'm trying to get my head around all this.

I'm making a simple moving average crossover strategy for learning purposes and I was wondering how do I check the position type (whether its a long or short position) so I can exit my positions? I can't seem to find anything in the docs for this and I bet it's a simple line or attribute in one of the classes that I'm missing. If someone could post the line of code for checking an position type I would greatly appreciate it.

Thanks,

Hamid Zargar

@hamid-zargar

here is the code, I need to replace if self.buy and if self.sell with the appropriate check

    else:
        #TO CLOSE A LONG POSITION
        if self.buy() and (self.ma1 < self.ma2):
            # SELL, SELL, SELL!!! (with all possible default parameters)
            self.log('SELL CREATE, %.2f' % self.dataclose[0])

            # Keep track of the created order to avoid a 2nd order
            self.order = self.sell()

        #TO CLOSE A SHORT POSITION
        elif self.sell() and (self.ma1 > self.ma2):
            # BUY!!! BUY!!! BUY!!!  (with all possible default parameters)
            self.log('BUY CREATE, %.2f' % self.dataclose[0])

            # Keep track of the created order to avoid a 2nd order
            self.order = self.buy()

Robin Dhillon

@hamid-zargar the best way to resolve your issue is to head to the docs. You can essentially add order info to whenever you are generating an order so for example in a long situation:

long_order = self.buy()
long_order.addinfo(name = 'long entry')

or you can essentially add a log statement/print each time you are sending an order in next()that is long or short.
either way, give the docs a good read.
Cheers

ab_trader

Docs - Quickstart - Do not only buy ... but SELL:

        # Check if we are in the market
        if not self.position:

            # Not yet ... we MIGHT BUY if ...
            if self.dataclose[0] < self.dataclose[-1]:
                    # current close less than previous close

                    if self.dataclose[-1] < self.dataclose[-2]:
                        # previous close less than the previous close

                        # BUY, BUY, BUY!!! (with default parameters)
                        self.log('BUY CREATE, %.2f' % self.dataclose[0])

                        # Keep track of the created order to avoid a 2nd order
                        self.order = self.buy()

        else:

            # Already in the market ... we might sell
            if len(self) >= (self.bar_executed + 5):
                # SELL, SELL, SELL!!! (with all possible default parameters)
                self.log('SELL CREATE, %.2f' % self.dataclose[0])

                # Keep track of the created order to avoid a 2nd order
                self.order = self.sell()

Docs - Position

position.size > 0 - long postition
position.size < 0 - long postition

Also you can use self.close() to close the position.

Hamid Zargar

@ab_trader Thanks! I came to the same conclusion a couple hours after